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On identifiability of mixtures of independent distribution laws

Mikhail Kovtun, Igor Akushevich, Anatoliy Yashin (2014)

ESAIM: Probability and Statistics

We consider representations of a joint distribution law of a family of categorical random variables (i.e., a multivariate categorical variable) as a mixture of independent distribution laws (i.e. distribution laws according to which random variables are mutually independent). For infinite families of random variables, we describe a class of mixtures with identifiable mixing measure. This class is interesting from a practical point of view as well, as its structure clarifies principles of selecting...

On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems

Ivo Punčochář, Miroslav Šimandl (2014)

International Journal of Applied Mathematics and Computer Science

The paper considers the problem of active fault diagnosis for discrete-time stochastic systems over an infinite time horizon. It is assumed that the switching between a fault-free and finitely many faulty conditions can be modelled by a finite-state Markov chain and the continuous dynamics of the observed system can be described for the fault-free and each faulty condition by non-linear non-Gaussian models with a fully observed continuous state. The design of an optimal active fault detector that...

On infinite horizon multi-person stopping games with priorities

E. Z. Ferenstein (2006)

Banach Center Publications

We study nonzero-sum multi-person multiple stopping games with players' priorities. The existence of Nash equilibrium is proved. Examples of multi stopping of Markov chains are considered. The game may also be presented as a special case of a stochastic game which leads to many variations of it, in which stopping is a part of players' strategies.

On invariants of random planar endomorphisms

Teimuraz Aliashvili (2003)

Banach Center Publications

We estimate the expected value of the gradient degree of certain Gaussian random polynomials in two variables and discuss its relations with some other numerical invariants of random polynomials

On invertibility of a random coefficient moving average model

Tomáš Marek (2005)

Kybernetika

A linear moving average model with random coefficients (RCMA) is proposed as more general alternative to usual linear MA models. The basic properties of this model are obtained. Although some model properties are similar to linear case the RCMA model class is too general to find general invertibility conditions. The invertibility of some special examples of RCMA(1) model are investigated in this paper.

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